Asymmetric reactions of the US natural gas market and economic activity
-
Altmetric Citations
Nguyen, Bao H; Okimoto, Tatsuyoshi
Description
This paper provides new empirical evidence on the asymmetric reactions of the US natural gas market and US economy to its market fundamental shocks. We find that results based on a smooth transition vector autoregressive (STVAR) model provides a plausible and robust explanation to the behavior of the US natural gas market, which asymmetrically reacts in bad times and good times. During times of recession, natural gas production shrinks in response to a positive oil price shock, while the...[Show more]
Collections | ANU Research Publications |
---|---|
Date published: | 2019 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/204379 |
Source: | Energy Economics |
DOI: | 10.1016/j.eneco.2018.12.015 |
Download
File | Description | Size | Format | Image |
---|---|---|---|---|
01_Nguyen_Asymmetric_reactions_of_the_US_2019.pdf | 1.11 MB | Adobe PDF | Request a copy |
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.
Updated: 17 November 2022/ Responsible Officer: University Librarian/ Page Contact: Library Systems & Web Coordinator